July 16, 2019 / 4:49 AM / 2 months ago

RPT-India fwd/annualised dlr premia-(close)-Jul 16

            Cash Spot        Cash Tom         Tom Next
----------------------------------------------------------------
               Bid/Ask        Bid/Ask           Bid/Ask
(in IST)  
1000        00.50/02.00     00.25/01.00       00.25/01.00    
               01.33%         01.33%             01.33%
                            (Jul 15)          
1000        00.50/02.00     00.25/01.00       00.25/01.00    
               01.33%         01.33%             01.33%
----------------------------------------------------------------
 TIME       JUL           AUG           SEP           OCT
----------------------------------------------------------------
 1000   07.75/09.25    29.75/31.75    52.50/54.50   79.00/81.00
 1100   07.50/09.00    29.50/31.50    52.25/54.25   79.00/81.00
 1200   07.75/09.25    29.75/31.75    52.50/54.50   79.50/81.50
 1300   07.75/09.25    29.75/31.75    52.50/54.50   79.50/81.50
 1400   07.75/09.25    29.75/31.75    52.50/54.50   79.50/81.50
 1500   07.75/09.25    29.75/31.75    52.50/54.50   79.50/81.50
 1600   07.75/09.25    29.50/31.50    52.25/54.25   79.50/81.50
 1715   07.75/09.25    29.50/31.50    52.25/54.25   79.50/81.50
                         (Closing Jul 15) 
 1715   08.75/10.25    31.00/33.00    54.00/56.00   81.00/83.00
----------------------------------------------------------------
 TIME       NOV           DEC           JAN           FEB
----------------------------------------------------------------
 1000  102.00/104.00 128.00/130.00  155.00/157.00  179.00/181.00
 1100  102.00/104.00 128.00/130.00  155.00/157.00  179.00/181.00
 1200  102.50/104.50 129.00/131.00  156.00/158.00  180.00/182.00
 1300  102.50/104.50 129.00/131.00  156.00/158.00  180.00/182.00
 1400  102.50/104.50 129.00/131.00  156.00/158.00  180.00/182.00
 1500  103.00/105.00 129.50/131.50  156.50/158.50  180.50/182.50
 1600  103.25/105.25 130.00/132.00  157.00/159.00  181.00/183.00
 1715  103.00/105.00 129.50/131.50  156.50/158.50  180.00/182.00
                         (Closing Jul 15) 
 1715  105.00/107.00 131.50/133.50  159.00/161.00  183.00/185.00
----------------------------------------------------------------
 TIME       MAR           APR           MAY           JUN
----------------------------------------------------------------
 1000 206.00/208.00  239.50/241.50  264.00/266.00  291.00/293.00
 1100 205.50/207.50  239.00/241.00  263.00/265.00  290.00/292.00
 1200 207.00/209.00  240.50/242.50  264.50/266.50  291.50/293.50
 1300 207.00/209.00  241.00/243.00  265.25/267.25  292.50/294.50
 1400 207.00/209.00  241.00/243.00  265.25/267.25  292.50/294.50
 1500 207.50/209.50  241.50/243.50  266.00/268.00  293.50/295.50
 1600 208.00/210.00  241.50/243.50  266.00/268.00  293.50/295.50
 1715 207.50/209.50  241.00/243.00  265.50/267.50  293.00/295.00
                         (Closing Jul 15) 
 1715 210.00/212.00  243.00/245.00  268.00/270.00  295.50/297.50
----------------------------------------------------------------
 TIME   1 MTH    2 MTH    3 MTH       4 MTH     5 MTH   6 MTH
----------------------------------------------------------------
 1000   3.76%    3.84%    3.99%       4.08%     4.12%   4.19%
 1100   3.72%    3.82%    3.98%       4.08%     4.12%   4.19%
 1200   3.76%    3.84%    4.00%       4.10%     4.15%   4.22%
 1300   3.76%    3.84%    4.00%       4.10%     4.15%   4.22%
 1400   3.75%    3.83%    4.00%       4.10%     4.14%   4.21%
 1500   3.75%    3.83%    4.00%       4.11%     4.16%   4.23%
 1600   3.73%    3.81%    3.99%       4.12%     4.17%   4.24%
 1715   3.72%    3.81%    3.99%       4.11%     4.16%   4.23%
                         (Closing Jul 15)
 1715   3.83%    3.90%    4.04%       4.16%     4.21%   4.27%
---------------------------------------------------------------
 TIME   7 MTH    8 MTH    9 MTH     10 MTH    11 MTH   12 MTH
---------------------------------------------------------------
 1000   4.25%    4.28%    4.41%       4.46%     4.47%   4.48%
 1100   4.25%    4.27%    4.40%       4.45%     4.45%   4.47%
 1200   4.27%    4.30%    4.43%       4.48%     4.47%   4.49%
 1300   4.27%    4.30%    4.43%       4.49%     4.49%   4.50%
 1400   4.26%    4.29%    4.43%       4.48%     4.48%   4.50%
 1500   4.28%    4.30%    4.44%       4.49%     4.50%   4.51%
 1600   4.29%    4.31%    4.44%       4.49%     4.50%   4.51%
 1715   4.26%    4.30%    4.43%       4.48%     4.48%   4.50%
                         (Closing Jul 15)
 1715   4.33%    4.35%    4.45%       4.52%     4.52%   4.54%
--------------------------------------------------------------
      (CONVERSION RATE - $1 = 68.7100/68.7200 rupees)
 
  Note: Figures in brackets indicate negative values.
    
    Premiums have been iven in paise and annualised premiums            are on a rolling monthly
basis        . For the purpose of calculating the annualised premiums, the mid-figure    
between bid and ask is taken. Similarly we use Spot level indicative          bid and ask for
calculations.   
    
    These indicative rates          are based on contributions from Andhra Bank, Bank Of
Baroda,Canara Bank, Syndicate Bank, ICICI Bank, Credit Agricole CIB, HDFC bank, Indusind Bank,
Bank of  India, Union Bank of India, Axis Bank,State Bank Of India, Central bank.    
 
For contributions contact Mumbai Rate Reporting unit    
+91 22 6180 7222/3317 7222 or E-mail:rru.data@thomsonreuters.com 
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